Alexander Zeisler

Barclays

Director - Financial Institution Structuring

5 The North Colonnade

Canary Wharf

London, London E14 4BB

United Kingdom

http://www.barclays.com

SCHOLARLY PAPERS

3

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SSRN CITATIONS

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CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Estimating the Interest Rate Risk of Banks Using Time Series of Accounting-Based Data

Number of pages: 37 Posted: 06 Mar 2008 Last Revised: 17 Jun 2011
Oliver Entrop, Christoph Memmel, Marco Wilkens and Alexander Zeisler
University of Passau, Deutsche Bundesbank, University of Augsburg and Barclays
Downloads 1,079 (20,168)
Citation 6

Abstract:

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Interest rate risk, accounting-based approach, banking supervision, model evaluation

2.

Analyzing the Interest Rate Risk of Banks Using Time Series of Accounting-Based Data: Evidence from Germany

Bundesbank Series 2 Discussion Paper No. 2008,01
Number of pages: 48 Posted: 08 Jun 2016
Oliver Entrop, Christoph Memmel, Marco Wilkens and Alexander Zeisler
University of Passau, Deutsche Bundesbank, University of Augsburg and Barclays
Downloads 59 (372,944)

Abstract:

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German financial institutions, interest rate risk, accounting-based approach, maturity transformation, banking supervision, model evaluation

Quantifying the Interest Rate Risk of Banks: Assumptions Do Matter

European Financial Management, Forthcoming
Posted: 26 Feb 2008 Last Revised: 22 Apr 2009
Oliver Entrop, Alexander Zeisler and Marco Wilkens
University of Passau, Barclays and University of Augsburg

Abstract:

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interest rate risk, Basel Capital Accord, banking supervision, standardized interest rate shock